+79.6%
XOM vs WCC
+134.5%
-54.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +0.6% |
| 7D | +2.8% | +9.9% | -7.1% | +2.3% |
| 30D | -3.6% | -8.4% | +4.8% | -3.3% |
| 3M | +8.2% | -10.3% | +18.6% | +8.6% |
| 6M | +14.0% | -10.5% | +24.5% | +14.3% |
| YTD | +44.6% | +32.2% | +12.4% | +38.9% |
| 1Y | +47.8% | +25.5% | +22.2% | +42.7% |
| 3Y | +79.6% | +134.7% | -55.1% | +49.6% |
| All | +79.6% | +134.5% | -54.9% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling